There are studies being done at some of the larger hospitals in the US (John's Hopkins is one) where allergy specialists are working on a very slow, careful, highly supervised process to trial desensitisation to food allergies. But this is in highly contolled, supervised medical environments where we are talking about minute trace amounts of the allergen being given and increased in miniscule amounts over time. It's not something you can or should even consider doing at home. If you live near any hospitals with a paediatric allergy center you could see if there is any such thing going on where they are looking for new patients?
Many food allergies (ie/ milk, soy) are commonly outgrown as children get older. BUt again, I would strongly advise against trying to desensitise a child against any food allergy as reactions can get worse over time.